Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility

By Danping Li, Yang Shen, Yan Zeng. 2018

63 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/5c83e6aa030dd753f659de7024df6c7420ab1075